| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
16:42:34 |
|
0.108
|
0.114
|
CHF |
| Volume |
500,000
|
300,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.094 | ||||
| Diff. absolute / % | 0.01 | +10.64% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1551957496 |
| Valor | 155195749 |
| Symbol | WALEST |
| Strike | 200.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/04/2026 |
| Date of maturity | 23/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.15% |
| Leverage | 11.40 |
| Delta | -0.53 |
| Gamma | 0.02 |
| Vega | 0.59 |
| Distance to Strike | 2.00 |
| Distance to Strike in % | 0.99% |
| Average Spread | 16.41% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 41,408 CHF |
| Average Sell Value | 4,882 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |